Titlebook: Kreditportfoliomodellierung; Abhängigkeiten zwisc Johanna Eckert Book 2016 Springer Fachmedien Wiesbaden 2016 Abhängige Risikoparameter.Fak

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,Modellierung der Abhängigkeiten zwischen den Risikoparametern mit Copulae,erteilungen und eine Copula vollständig erfasst. Die theoretischen Grundlagen zu Copulae werden in vielen Werken behandelt. Im Folgenden basieren die Erläuterungen auf McNeil et al. [2005]. Des Weiteren wird die allgemeine Copulatheorie auch ausführlich in Joe [2001] und Nelsen [2006] eingeführt.

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Anwendung der Modelle auf Credit MetricsTM,Portfolios wird die Wahl der Eingangsparameter samt der zugrundegelegten Annahmen erläutert. Danach werden die jeweiligen Simulationsalgorithmen der drei Modelle sowie eines Basismodells vorgestellt. Die Ergebnisse der numerischen Analyse werden im Anschluss diskutiert.

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oundwork for the future modelling of fire dynamics.This monograph discusses fire hazard and fire resistance in wooden structures with a long duration of operation. Aside from its increasing importance for modern architecture, wood has been the most important building material in the past. It has a d

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Johanna Eckert of the cable, the occurrence of halogens (in cable polymer components, for example, in the insulation, bedding or sheath) and the smoke density. Today, the traditional approach is based on an assessment of the reaction to fire class and maintenance of circuit integrity. The reaction to fire classif

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Johanna Eckertormation on common exterior wall systems, the mechanisms of fire spread, and case studies, it examines the difficulties in controlling a fire with several materials and assembly methods. The brief compiles information on typical fire scenarios which involve the exterior wall, along with further expl

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Johanna Eckertormation on common exterior wall systems, the mechanisms of fire spread, and case studies, it examines the difficulties in controlling a fire with several materials and assembly methods. The brief compiles information on typical fire scenarios which involve the exterior wall, along with further expl

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Johanna Eckertnd stakeholders with the objective to synthesize the existing knowledge and expertise about fire management and hazard and defining a concerted research agenda that promotes an integrated approach to create fire-resilient landscapes, taking into account biological, biochemical and physical, but also

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Johanna Eckert and, if present, the organic fibres. This chapter provides a description of these decomposition mechanisms. The description is kept at a general level, and the reader can refer to the many excellent textbooks on polymer decomposition for more information [.–.]. Following this, the decomposition beh